MODEL MATEMATIK UNTUK MENENTUKAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA
The main objective of this paper is to estimate parameters in the heteroskedasticity models, particularly in Auto Regressive Conditional Heteroskedasticity - ARCH(1) and Generalized Autoregressive Conditional Heteroskedasticity- GARCH(1,1). These models will be used to fit, to forecast and to update...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Petra Christian University
1999-01-01
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| Series: | Jurnal Teknik Industri |
| Subjects: | |
| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/15979 |